Testing for Structural Change


[Package List] [Top]

Documentation for package `strucchange' version 1.2-12

User Guides and Package Vignettes

Read overview or browse directory.

Help Pages

AIC.breakpointsfull Log Likelihood and Information Criteria for Breakpoints
BostonHomicide Youth Homicides in Boston
boundary Boundary Function for Structural Change Tests
boundary.efp Boundary for Empirical Fluctuation Processes
boundary.Fstats Boundary for F Statistics
boundary.mefp Boundary Function for Monitoring of Structural Changes
breakdates Breakdates Corresponding to Breakpoints
breakdates.confint.breakpoints Breakdates Corresponding to Breakpoints
breakfactor Factor Coding of Segmentations
breakpoints Dating Breaks
coef.breakpointsfull Dating Breaks
confint.breakpointsfull Confidence Intervals for Breakpoints
df.residual.breakpointsfull Dating Breaks
DJIA Dow Jones Industrial Average
durab US Labor Productivity
efp Empirical Fluctuation Processes
efpFunctional Functionals for Fluctuation Processes
fitted.breakpointsfull Dating Breaks
Fstats F Statistics
gefp Generalized Empirical M-Fluctuation Processes
GermanM1 German M1 Money Demand
Grossarl Marriages, Births and Deaths in Grossarl
historyM1 German M1 Money Demand
lines.breakpoints Dating Breaks
lines.confint.breakpoints Confidence Intervals for Breakpoints
lines.efp Plot Empirical Fluctuation Process
lines.Fstats Plot F Statistics
lines.mefp Plot Methods for mefp Objects
logLik.breakpoints Log Likelihood and Information Criteria for Breakpoints
logLik.breakpointsfull Log Likelihood and Information Criteria for Breakpoints
maxBB Functionals for Fluctuation Processes
maxBBI Functionals for Fluctuation Processes
maxBM Functionals for Fluctuation Processes
maxBMI Functionals for Fluctuation Processes
maxL2BB Functionals for Fluctuation Processes
meanL2BB Functionals for Fluctuation Processes
mefp Monitoring of Empirical Fluctuation Processes
monitor Monitoring of Empirical Fluctuation Processes
monitorM1 German M1 Money Demand
PhillipsCurve UK Phillips Curve Equation Data
plot.breakpointsfull Dating Breaks
plot.efp Plot Empirical Fluctuation Process
plot.Fstats Plot F Statistics
plot.gefp Generalized Empirical M-Fluctuation Processes
plot.mefp Plot Methods for mefp Objects
plot.summary.breakpointsfull Dating Breaks
print.breakpoints Dating Breaks
print.confint.breakpoints Confidence Intervals for Breakpoints
print.efp Empirical Fluctuation Processes
print.Fstats F Statistics
print.gefp Generalized Empirical M-Fluctuation Processes
print.mefp Monitoring of Empirical Fluctuation Processes
print.summary.breakpointsfull Dating Breaks
rangeBB Functionals for Fluctuation Processes
rangeBBI Functionals for Fluctuation Processes
rangeBM Functionals for Fluctuation Processes
rangeBMI Functionals for Fluctuation Processes
RealInt US Ex-post Real Interest Rate
recresid Recursive Residuals
residuals.breakpointsfull Dating Breaks
root.matrix Root of a Matrix
sctest Structural Change Tests
sctest.efp Generalized Fluctuation Tests
sctest.formula Structural Change Tests
sctest.Fstats supF-, aveF- and expF-Test
sctest.gefp Generalized Empirical M-Fluctuation Processes
simulateBMDist Functionals for Fluctuation Processes
solveCrossprod Inversion of X'X
SP500 S&P 500 Stock Prices
summary.breakpoints Dating Breaks
summary.breakpointsfull Dating Breaks
supLM Functionals for Fluctuation Processes
time.gefp Generalized Empirical M-Fluctuation Processes
USIncExp Income and Expenditures in the US
vcov.breakpointsfull Dating Breaks